How do I create grooves which have a certain shape and follow a round edge?
Starting with a cylinder add a bevel modifier to create the basic shape:




Repeat that shape with an array modifier.



On the same place as your object (it is important that the origins of both objects are in the same place). Add a bézier curve.



Edit the curve so it has the shape you want for the handle.



Now select the Cylinder and add a curve modifier to the modifiers stack. Select your curve as curve object, select the axis in which you want the deformation (in this case is the Z axis). You might need to adjust the count number on the array modifier or you may need to slide the object along the curve on the z axis for the object to fit properly. 







The beauty of using modifiers is that you can keep editing the shape of the curve or the array that forms the handle. The changes will not be permanent until you apply the modifiers.